Sounds constipated to me.

Use a wooden or fiberglass dowel rod a hair smaller diameter than the bore and tap it out muzzle loader style with breech open.

Crafts hobby or hardware store maybe even Wal-Mart crafts section bring a pellet to measure the diameter you need the wooden dowel rod slightly smaller.

☝ And stick with regular pellets only.
 
Remove pellet from the barrel and shoot it few times without pellets, fill the gun to max filling pressure and shoot it with pellets if no go just return it.

Looks like you are new to PCP, I will return this gun anyway and get something else in .22 or .25 to get you started, you will enjoy it more. This gun to new PCP shooter is like 50BMG to new PB shooter. Good luck.


 
Got the slug out, dry fires fine but still doesn't shoot the slugs. I guess I am going to order some different ammo and see what happens. Here's what I am using 
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